+2,856.4%
AVGO vs XRT
+120.9%
+2,735.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.1% |
| 7D | -0.8% | -2.4% | +1.6% | +0.6% |
| 30D | -13.7% | -6.9% | -6.8% | -10.1% |
| 3M | -6.9% | -0.4% | -6.5% | -7.4% |
| 6M | +5.8% | +2.2% | +3.5% | +3.6% |
| YTD | +5.7% | -0.7% | +6.3% | +5.0% |
| 1Y | +9.0% | -2.0% | +11.0% | +9.0% |
| 3Y | +340.5% | +41.0% | +299.5% | +252.3% |
| 5Y | +711.1% | -3.3% | +714.4% | +687.7% |
| 10Y | +2,856.4% | +124.8% | +2,731.6% | +1,376.6% |
| All | +2,856.4% | +120.9% | +2,735.5% | +1,376.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling